This chapter discusses the most prominent methodological and ethical challenges of research in the refugee context. Special emphases are put on the choice of the research topic, methodological approach, frequently encountered practical obstacles in field work and numerous contextual factors. Moreover, the topic of researcher beliefs and values and their relevance for setting research goals and communicating research findings are discussed. The importance of a thoughtful untangling of multiple and complex ethical dilemmas through the entire research process is highlighted. In addition, the chapter outlines the two-fold effect of the wider socioeconomic and political context which could influence both research practices and outcomes. The examples are based on a series of studies conducted between 2014 and 2017 among refugees crossing the Balkan route, before, during and immediately after the European refugee crisis. Finally, this chapter offers a few guiding principles and possible approaches for overcoming practical and conceptual challenges in designing and implementing research in a humanitarian context.